A floater that that has no redemption date (maturity date), i.e., whose principal never matures. The note only has perpetual...
The elasticity of an option where its value increases (for a call) and decreases (for a put) one-for-one with the...
A quanto option in which the terminal payoff is denominated in a foreign currency, instead of the domestic one (the...
A call option that is based on an underlying basket of stocks whose individual returns at the end of each...
A capped call which allows an investor to have exposure to a basket of stocks (e.g. 10 stocks), all of...
An option in which the holder has the right to receive a payoff reflected in a range, or the difference...
A callable swap in which the seller has the right, but is not obliged, to cancel the agreement on more...
An energy swap that involves the payment of the spark spread from one counterparty to another, depending on the change...
An option that gives the holder the right, without the obligation, to enter into a spark spread swap by a...
An option on the spark spread, i.e., the difference between power prices and prices of fuels and emission. It gives...